light won't go out (dash)

Two of my dash lights won't go off with the ignition on. Left light & turn signal will not go out. Directionals do work fine. I thought it might be the flasher relay (a 6 volt AC Delco?) that was the problem. Picked up another relay from the local ACVW parts place & put it in. Same result. Now the AC Delco was a 3 prong, but only 2 were used as two of the 3 wires (steering column & speedo?) went to the same prong. New relay only has two prongs. Would a 3 prong relay (if I can find one), make a difference. Note that when I depress the brake pedal, the dash lights in question do dim to almost nothing. Any suggestions? - DB